Can't find the right instruction

[epcompany]

I can't seem to find the instruction for "get"ting realized P/L into a strategy. My interpretaton of the ATMStrategy leads me to believe

GetAtmStrategyRealizedProfitLoss()

does not apply.

I'm looking for the realized P/L equivalent of the unrealized position statement:

Position.GetProfitLoss(Close[0],PerformanceUnit.Currency

but refering to the realized P/L.


May I have a pointer, please?

Thanks,

Larry

[NinjaTrader_Bertrand]

Larry, for this you want to work with the Performance class to access strategy related trading performance statistics - http://www.ninjatrader-support2.com/...ad.php?t=19289

http://www.ninjatrader-support.com/HelpGuideV6/Performance.html

[epcompany]

Thanks a bunch Bertarnd!

I see Josh has just passed his 10,000th post. His fingers must be tired!

The reference demonstrates EXACTLY what I had in mind, taking the money and getting outa Dodge. It's become clear through all my back testing (that I know you know I'm doing) that my daily profits can easily get over 700 euro (FDAX). Most times I can watch that slip away and too often that nice profit winds up a daily loss. Greed enters the picture because there are occasional days when the daily close P/L is over 2500 euro. I've got to control that emotion and be happy with the bigger long term profit. (I think, but that why I'm going to back test it)

So, I going to find that nice daily get-out sweet spot and be happy.

Have a great day!

Larry

[NinjaTrader_Bertrand]

Larry, you're welcome - yes I know exactly what you're talking about, finding this sweet spot improves efficiency and lifestyle. I found it worth to also look into it according to weekday / seasonal patterns.

[epcompany]

Bertrand,
If I can be so bold, the cumulative daily profit instruction was not in your reference.

However, I did follow your Performance Class pointer into the Guide and think I found what I want:


if

(Performance.RealtimeTrades.TradesPerformance.Curr ency.CumProfit >1000) return;

For the moment, I'm assuming that the "RealtimeTrades" element will work in back testing recorded data.

I wouldn't usually mention it, but think I'm being helpful.

Larry

[NinjaTrader_Bertrand]

Correct Larry, this is found in the 'SamplePnL' reference sample we have - http://www.ninjatrader-support2.com/...ead.php?t=4084

You're right on the Market Replay / Realtimetrades assumption.